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Title: Estimating rational bubbles in selected Asian stock markets.
Authors: Lau, Ee Leng.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2002
Abstract: Our objective is to estimate a state-space model with the aid of the Kalman Filter for rational bubbles in selected Asian stock markets for quarterly data set.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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